Extra indicators
Fisher Transform
Turns the price's position in its recent range into sharp peaks and troughs that make turning points stand out.
Die Idee in einfachen Worten
Prices are not normally distributed, which hides turning points. The Fisher transform reshapes the price's position within its recent range so extremes become clear spikes.
So wird gerechnet
Scale the candle's midpoint into −1…+1 inside the high–low range of N candles, smooth it, and apply ½·ln((1 + x) ÷ (1 − x)). The trigger is the previous value.
x = 0.66 × ((mid − LL) ÷ (HH − LL) − 0.5) + 0.67 × x₋₁
Fisher = 0.5 × ln((1 + x) ÷ (1 − x)) + 0.5 × Fisher₋₁Anwendung
- Fisher crossing its trigger line marks a likely turn.
- Extreme readings (beyond ±1.5 to ±2) warn of exhaustion.
Schlüsse ziehen
- Sharp, sudden turns are typical: it is designed to be decisive.
Beispiel
GOLD H4: Fisher reaches +2.4 and crosses below its trigger; the rally pauses for the next few candles.
Kurse in Beispielen dienen der Veranschaulichung.
Worauf man achten sollte
- In strong trends it can stay extreme and give early reversal signals.
Ein wenig Geschichte
Introduced by John Ehlers in 2002 ("Using the Fisher Transform", Stocks & Commodities).
Nur Bildungsinhalte. Kein Indikator und kein Muster sagt die Zukunft voraus, und nichts hier ist eine Anlageberatung.